Maximal regularity for stochastic convolutions driven by Lévy processes

We generalize the maximal regularity result from Da Prato and Lunardi (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei (9) Mat Appl 9(1):25–29, 1998) to stochastic convolutions driven by time homogenous Poisson random measures and cylindrical infinite dimensional Wiener processes.

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Probability theory and related fields 2009-11, Vol.145 (3-4), p.615-637
Hauptverfasser:	Brzeźniak, Zdzisław, Hausenblas, Erika
Format:	Artikel
Sprache:	eng
Schlagworte:	Banach spaces Economics Exact sciences and technology Finance Fourier analysis General topics Insurance Management Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Operations Research/Decision Theory Poisson distribution Probability Probability and statistics Probability Theory and Stochastic Processes Quantitative Finance Random variables Regularity Sciences and techniques of general use Statistics for Business Stochastic models Stochastic processes Studies Theoretical
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	We generalize the maximal regularity result from Da Prato and Lunardi (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei (9) Mat Appl 9(1):25–29, 1998) to stochastic convolutions driven by time homogenous Poisson random measures and cylindrical infinite dimensional Wiener processes.
ISSN:	0178-8051 1432-2064
DOI:	10.1007/s00440-008-0181-7